Narrow search
Showing 1 - 10 of 88
Cover Image
Granger causality from exchange rates to fundamentals : what does the bootstrap test show us?
Ko, Hsiu-Hsin; Ōgaki, Masao - In: International review of economics & finance : IREF 38 (2015), pp. 198-206
Persistent link: https://www.econbiz.de/10011572350
Cover Image
Horizon confidence sets
Fosten, Jack; Gutknecht, Daniel - In: Empirical economics : a quarterly journal of the … 61 (2021) 2, pp. 667-692
Persistent link: https://www.econbiz.de/10012616872
Cover Image
An application of a new seasonal unit root test to inflation
Narayan, Paresh Kumar; Popp, Stephan - In: International review of economics & finance : IREF 20 (2011) 4, pp. 707-716
Persistent link: https://www.econbiz.de/10009303880
Cover Image
Forecasting exchange rates : the multi-state Markov-switching model with smoothing
Yuan, Chunming - In: International review of economics & finance : IREF 20 (2011) 2, pp. 342-362
Persistent link: https://www.econbiz.de/10009304115
Cover Image
The effect of data revision on the basic New Keynesian model
Vázquez, Jesús; María-Dolores, Ramón; Londoño, Juan M. - In: International review of economics & finance : IREF 24 (2012), pp. 235-249
Persistent link: https://www.econbiz.de/10009690181
Cover Image
Nonstationarity and nonlinearity in inflation rate : some further evidence
Arize, Augustine Chuck; Malindretos, John - In: International review of economics & finance : IREF 24 (2012), pp. 224-234
Persistent link: https://www.econbiz.de/10009690184
Cover Image
Exchange rate misalignment and inflation rate persistence : evidence from Latin American countries
Giannellis, Nikolaos; Kukuritakēs, Minōas - In: International review of economics & finance : IREF 25 (2013), pp. 202-218
Persistent link: https://www.econbiz.de/10009693304
Cover Image
Fundamentals, forecast combinations and nominal exchange-rate predictability
Wu, Jyh-lin; Wang, Yi-chiuan - In: International review of economics & finance : IREF 25 (2013), pp. 129-145
Persistent link: https://www.econbiz.de/10009693330
Cover Image
Forecasting the volatility of S&P depositary receipts using GARCH-type models under intraday range-based and return-based proxy measures
Liu, Hung-Chun; Chiang, Shu-mei; Cheng, Nick Ying-pin - In: International review of economics & finance : IREF 22 (2012) 1, pp. 78-91
Persistent link: https://www.econbiz.de/10009618705
Cover Image
Structural breaks and long memory in modeling and forecasting volatility of foreign exchange markets of oil exporters : the importance of scheduled and unscheduled news announcemen...
Mensi, Walid; Hammoudeh, Shawkat; Yoon, Seong-min - In: International review of economics & finance : IREF 30 (2014), pp. 101-119
Persistent link: https://www.econbiz.de/10010490494